Edit Profile (opens in new tab) Yam, Sheung Chi Phillip Compute Distance To: Compute Author ID: yam.sheung-chi-phillip Published as: Yam, S. C. P.; Yam, Sheung Chi Phillip; Phillip Yam, Sheung Chi Further Spellings: Yam, Phillip Sheung Chi Homepage: http://www.sta.cuhk.edu.hk/scpy/ External Links: MGP · ORCID · Google Scholar · dblp Documents Indexed: 68 Publications since 2009 Co-Authors: 48 Co-Authors with 68 Joint Publications 1,576 Co-Co-Authors all top 5 Co-Authors 0 single-authored 24 Bensoussan, Alain 13 Cheung, Ka Chun 11 Yung, Siu Pang 7 Yang, Hailiang 6 Wong, Kwok Chuen 5 Chau, Man Ho Michael 5 Siu, Chi Chung 5 Zhou, Wei 4 Chan, Kwun Chuen Gary 4 Frehse, Jens 4 Mertz, Laurent 4 Sung, K. C. J. 4 Yuen, Fei Lung 3 Chong, Wing Fung 3 Ling, Hok Kan 3 Zhang, Yiying 2 Chau, Ki Wai 2 Cheung, Pak-Leong 2 Li, Xiaolong 2 Liu, Fangda 2 Ng, Tuen-Wai 2 Rong, Yian 2 Shi, Yifan 2 Sit, Tony 2 Wang, Yiwen 2 Yang, Zaiyue 1 Cass, Thomas Richard 1 Chen, Ping 1 Chen, Shaokuan 1 Chen, Yongzhao 1 Choi, Hugo Ming Cheung 1 Chutani, Anshuman 1 Dhaene, Jan 1 Djehiche, Boualem 1 Feau, Cyril 1 Jasso-Fuentes, Héctor 1 Lee, Wing Yan 1 Li, Yiqun 1 Ma, Guiyuan 1 Peng, Shige 1 Privault, Nicolas 1 Sethi, Suresh P. 1 Tang, Qihe 1 Tembine, Hamidou 1 Tsai, Jonathan 1 Wei, Jiaqin 1 Wong, Tak Kwong 1 Zhao, Hui all top 5 Serials 12 Insurance Mathematics & Economics 4 SIAM Journal on Control and Optimization 4 Stochastic Processes and their Applications 4 Scandinavian Actuarial Journal 3 ASTIN Bulletin 2 Applied Mathematics and Optimization 2 IEEE Transactions on Automatic Control 2 Journal of Computational and Applied Mathematics 2 European Journal of Operational Research 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 Finance and Stochastics 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 AMRX. Applied Mathematics Research eXpress 2 Risk and Decision Analysis 2 Dynamic Games and Applications 1 Theory of Probability and its Applications 1 The Annals of Statistics 1 Automatica 1 Journal of Applied Probability 1 Journal of Optimization Theory and Applications 1 Mathematics of Operations Research 1 Statistics & Probability Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 Statistical Science 1 SIAM Journal on Mathematical Analysis 1 International Journal of Robust and Nonlinear Control 1 SIAM Journal on Scientific Computing 1 Mathematical Finance 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Computational Methods and Function Theory 1 Electronic Journal of Statistics 1 SIAM Journal on Financial Mathematics all top 5 Fields 43 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 31 Probability theory and stochastic processes (60-XX) 16 Systems theory; control (93-XX) 14 Calculus of variations and optimal control; optimization (49-XX) 11 Statistics (62-XX) 8 Partial differential equations (35-XX) 6 Operations research, mathematical programming (90-XX) 4 Mechanics of deformable solids (74-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Functions of a complex variable (30-XX) 2 Ordinary differential equations (34-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Numerical analysis (65-XX) 1 Difference and functional equations (39-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 54 Publications have been cited 603 times in 460 Documents Cited by ▼ Year ▼ Linear-quadratic mean field games. Zbl 1343.91010Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. 65 2016 The master equation in mean field theory. Zbl 1325.35232Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip 39 2015 A class of non-zero-sum stochastic differential investment and reinsurance games. Zbl 1297.93180Bensoussan, Alain; Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang 38 2014 Optimal reinsurance under general law-invariant risk measures. Zbl 1401.91110Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. 36 2014 Markowitz’s mean-variance asset-liability management with regime switching: a time-consistent approach. Zbl 1284.91533Wei, Jiaqin; Wong, K. C.; Yam, S. C. P.; Yung, S. P. 35 2013 Time-consistent portfolio selection under short-selling prohibition: from discrete to continuous setting. Zbl 1348.60096Bensoussan, A.; Wong, K. C.; Yam, S. C. P.; Yung, S. P. 32 2014 On the interpretation of the master equation. Zbl 1379.60063Bensoussan, A.; Frehse, J.; Yam, S. C. P. 28 2017 Mean field games with a dominating player. Zbl 1348.49031Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. 25 2016 Mean field Stackelberg games: aggregation of delayed instructions. Zbl 1320.91028Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. 22 2015 Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers. Zbl 1290.91079Chen, Ping; Yam, S. C. P. 21 2013 Behavioral optimal insurance. Zbl 1229.91167Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.; Zhou, J. H. 18 2011 Valuing equity-linked death benefits in a regime-switching framework. Zbl 1390.91211Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang 17 2015 Well-posedness of mean-field type forward-backward stochastic differential equations. Zbl 1327.60114Bensoussan, A.; Yam, S. C. P.; Zhang, Z. 17 2015 Linear-quadratic mean field Stackelberg games with state and control delays. Zbl 1372.91021Bensoussan, A.; Chau, M. H. M.; Lai, Y.; Yam, S. C. P. 17 2017 Fourier-cosine method for Gerber-Shiu functions. Zbl 1314.91235Chau, K. W.; Yam, S. C. P.; Yang, H. 15 2015 Fourier-cosine method for ruin probabilities. Zbl 1305.91163Chau, K. W.; Yam, S. C. P.; Yang, H. 14 2015 Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting. Zbl 1414.62107Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip; Zhang, Zheng 14 2016 The optimal insurance under disappointment theories. Zbl 1348.91133Cheung, K. C.; Chong, W. F.; Yam, S. C. P. 12 2015 Linear-quadratic time-inconsistent mean field games. Zbl 1314.91040Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P. 11 2013 A paradox in time-consistency in the mean-variance problem? Zbl 1426.91240Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip 10 2019 Oracle, multiple robust and multipurpose calibration in a missing response problem. Zbl 1331.62070Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip 10 2014 Universal repetitive learning control for nonparametric uncertainty and unknown state-dependent control direction matrix. Zbl 1368.93232Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen 10 2010 Game call options revisited. Zbl 1304.91228Yam, S. C. P.; Yung, S. P.; Zhou, W. 9 2014 Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying 9 2019 A class of nonzero-sum investment and reinsurance games subject to systematic risks. Zbl 1402.91215Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; Zhao, Hui 6 2017 Average value-at-risk minimizing reinsurance under Wang’s premium principle with constraints. Zbl 1277.91076Cheung, K. C.; Liu, F.; Yam, S. C. P. 6 2012 Optimal asset allocation: risk and information uncertainty. Zbl 1346.91223Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung 6 2016 Probabilistic solutions for a class of deterministic optimal allocation problems. Zbl 1384.90058Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung Chi Phillip 5 2018 Utility-deviation-risk portfolio selection. Zbl 1366.91147Wong, K. C.; Yam, S. C. P.; Zheng, H. 5 2017 Borch’s theorem from the perspective of comonotonicity. Zbl 1403.91191Cheung, K. C.; Rong, Yian; Yam, S. C. P. 4 2014 Convex ordering for insurance preferences. Zbl 1348.91134Cheung, K. C.; Chong, W. F.; Yam, S. C. P. 4 2015 Concave distortion risk minimizing reinsurance design under adverse selection. Zbl 1435.91142Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying 4 2020 Robust control for uncertain nonlinear systems with state-dependent control direction. Zbl 1207.93031Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen 3 2011 Two rationales behind the ‘buy-and-hold or sell-at-once’ strategy. Zbl 1186.60039Yam, S. C. P.; Yung, S. P.; Zhou, W. 3 2009 Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise. Zbl 1310.74011Bensoussan, Alain; Mertz, Laurent; Yam, S. C. P. 3 2012 Mean-field-type games with jump and regime switching. Zbl 1437.91050Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Sheung Chi Phillip 3 2020 Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise. Zbl 1456.74061Bensoussan, A.; Mertz, L.; Yam, S. C. P. 3 2016 Disappointment aversion premium principle. Zbl 1390.91131Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert; Yam, Sheung Chi Phillip 2 2015 An analytical approach for the growth rate of the variance of the deformation related to an elasto-plastic oscillator excited by a white noise. Zbl 1337.60148Bensoussan, Alain; Feau, Cyril; Mertz, Laurent; Yam, Sheung Chi Phillip 2 2015 Mean-variance pre-commitment policies revisited via a mean-field technique. Zbl 1314.91189Bensoussan, A.; Wong, K. C.; Yam, S. C. P. 2 2014 Control problem on space of random variables and master equation. Zbl 1450.35305Bensoussan, Alain; Yam, Sheung Chi Phillip 2 2019 Feedback Stackelberg-Nash equilibria in mixed leadership games with an application to cooperative advertising. Zbl 1427.49045Bensoussan, Alain; Chen, Shaokuan; Chutani, Anshuman; Sethi, Suresh P.; Siu, Chi Chung; Phillip Yam, Sheung Chi 2 2019 Reinsurance contract design with adverse selection. Zbl 1426.91211Cheung, K. C.; Yam, S. C. P.; Yuen, F. L. 2 2019 Mean field games with parametrized followers. Zbl 1483.91031Bensoussan, Alain; Cass, Thomas; Chau, Man Ho Michael; Yam, Sheung Chi Phillip 2 2020 Estimation of a monotone density in \(s\)-sample biased sampling models. Zbl 1407.62117Chan, Kwun Chuen Gary; Ling, Hok Kan; Sit, Tony; Yam, Sheung Chi Phillip 1 2018 A unified “bang-bang” principle with respect to \({\mathcal R}\)-invariant performance benchmarks. Zbl 1273.91432Yam, S. C. P.; Yung, S. P.; Zhou, W. 1 2013 Optimal selling time in stock market over a finite time horizon. Zbl 1254.91730Yam, S. C. P.; Yung, Siu Pang; Zhou, Wei 1 2012 Approximate solutions of a stochastic variational inequality modeling an elasto-plastic problem with noise. Zbl 1295.93074Jasso-Fuentes, Héctor; Mertz, Laurent; Yam, Sheung Chi Phillip 1 2014 A mean-variance portfolio selection problem subject to a benchmark constraint: an existence result. Zbl 1263.91049Yam, S. C. P.; Yung, S. P.; Zhou, J. H. 1 2013 Evolutionary credibility risk premium. Zbl 1446.91057Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; Yam, Sheung Chi Phillip 1 2020 Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities. Zbl 1381.37063Bensoussan, Alain; Li, Yiqun; Yam, Sheung Chi Phillip 1 2018 Critical points of random finite Blaschke products with independent and identically distributed zeros. Zbl 1350.30074Cheung, Pak-Leong; Ng, Tuen Wai; Yam, S. C. P. 1 2014 Discrete-time mean field partially observable controlled systems subject to common noise. Zbl 1378.49013Chau, M. H. M.; Lai, Y.; Yam, S. C. P. 1 2017 On additivity of tail comonotonic risks. Zbl 1426.91210Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 1 2019 Concave distortion risk minimizing reinsurance design under adverse selection. Zbl 1435.91142Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying 4 2020 Mean-field-type games with jump and regime switching. Zbl 1437.91050Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Sheung Chi Phillip 3 2020 Mean field games with parametrized followers. Zbl 1483.91031Bensoussan, Alain; Cass, Thomas; Chau, Man Ho Michael; Yam, Sheung Chi Phillip 2 2020 Evolutionary credibility risk premium. Zbl 1446.91057Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; Yam, Sheung Chi Phillip 1 2020 A paradox in time-consistency in the mean-variance problem? Zbl 1426.91240Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip 10 2019 Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying 9 2019 Control problem on space of random variables and master equation. Zbl 1450.35305Bensoussan, Alain; Yam, Sheung Chi Phillip 2 2019 Feedback Stackelberg-Nash equilibria in mixed leadership games with an application to cooperative advertising. Zbl 1427.49045Bensoussan, Alain; Chen, Shaokuan; Chutani, Anshuman; Sethi, Suresh P.; Siu, Chi Chung; Phillip Yam, Sheung Chi 2 2019 Reinsurance contract design with adverse selection. Zbl 1426.91211Cheung, K. C.; Yam, S. C. P.; Yuen, F. L. 2 2019 On additivity of tail comonotonic risks. Zbl 1426.91210Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 1 2019 Probabilistic solutions for a class of deterministic optimal allocation problems. Zbl 1384.90058Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung Chi Phillip 5 2018 Estimation of a monotone density in \(s\)-sample biased sampling models. Zbl 1407.62117Chan, Kwun Chuen Gary; Ling, Hok Kan; Sit, Tony; Yam, Sheung Chi Phillip 1 2018 Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities. Zbl 1381.37063Bensoussan, Alain; Li, Yiqun; Yam, Sheung Chi Phillip 1 2018 On the interpretation of the master equation. Zbl 1379.60063Bensoussan, A.; Frehse, J.; Yam, S. C. P. 28 2017 Linear-quadratic mean field Stackelberg games with state and control delays. Zbl 1372.91021Bensoussan, A.; Chau, M. H. M.; Lai, Y.; Yam, S. C. P. 17 2017 A class of nonzero-sum investment and reinsurance games subject to systematic risks. Zbl 1402.91215Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; Zhao, Hui 6 2017 Utility-deviation-risk portfolio selection. Zbl 1366.91147Wong, K. C.; Yam, S. C. P.; Zheng, H. 5 2017 Discrete-time mean field partially observable controlled systems subject to common noise. Zbl 1378.49013Chau, M. H. M.; Lai, Y.; Yam, S. C. P. 1 2017 Linear-quadratic mean field games. Zbl 1343.91010Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. 65 2016 Mean field games with a dominating player. Zbl 1348.49031Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. 25 2016 Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting. Zbl 1414.62107Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip; Zhang, Zheng 14 2016 Optimal asset allocation: risk and information uncertainty. Zbl 1346.91223Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung 6 2016 Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise. Zbl 1456.74061Bensoussan, A.; Mertz, L.; Yam, S. C. P. 3 2016 The master equation in mean field theory. Zbl 1325.35232Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip 39 2015 Mean field Stackelberg games: aggregation of delayed instructions. Zbl 1320.91028Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. 22 2015 Valuing equity-linked death benefits in a regime-switching framework. Zbl 1390.91211Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang 17 2015 Well-posedness of mean-field type forward-backward stochastic differential equations. Zbl 1327.60114Bensoussan, A.; Yam, S. C. P.; Zhang, Z. 17 2015 Fourier-cosine method for Gerber-Shiu functions. Zbl 1314.91235Chau, K. W.; Yam, S. C. P.; Yang, H. 15 2015 Fourier-cosine method for ruin probabilities. Zbl 1305.91163Chau, K. W.; Yam, S. C. P.; Yang, H. 14 2015 The optimal insurance under disappointment theories. Zbl 1348.91133Cheung, K. C.; Chong, W. F.; Yam, S. C. P. 12 2015 Convex ordering for insurance preferences. Zbl 1348.91134Cheung, K. C.; Chong, W. F.; Yam, S. C. P. 4 2015 Disappointment aversion premium principle. Zbl 1390.91131Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert; Yam, Sheung Chi Phillip 2 2015 An analytical approach for the growth rate of the variance of the deformation related to an elasto-plastic oscillator excited by a white noise. Zbl 1337.60148Bensoussan, Alain; Feau, Cyril; Mertz, Laurent; Yam, Sheung Chi Phillip 2 2015 A class of non-zero-sum stochastic differential investment and reinsurance games. Zbl 1297.93180Bensoussan, Alain; Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang 38 2014 Optimal reinsurance under general law-invariant risk measures. Zbl 1401.91110Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. 36 2014 Time-consistent portfolio selection under short-selling prohibition: from discrete to continuous setting. Zbl 1348.60096Bensoussan, A.; Wong, K. C.; Yam, S. C. P.; Yung, S. P. 32 2014 Oracle, multiple robust and multipurpose calibration in a missing response problem. Zbl 1331.62070Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip 10 2014 Game call options revisited. Zbl 1304.91228Yam, S. C. P.; Yung, S. P.; Zhou, W. 9 2014 Borch’s theorem from the perspective of comonotonicity. Zbl 1403.91191Cheung, K. C.; Rong, Yian; Yam, S. C. P. 4 2014 Mean-variance pre-commitment policies revisited via a mean-field technique. Zbl 1314.91189Bensoussan, A.; Wong, K. C.; Yam, S. C. P. 2 2014 Approximate solutions of a stochastic variational inequality modeling an elasto-plastic problem with noise. Zbl 1295.93074Jasso-Fuentes, Héctor; Mertz, Laurent; Yam, Sheung Chi Phillip 1 2014 Critical points of random finite Blaschke products with independent and identically distributed zeros. Zbl 1350.30074Cheung, Pak-Leong; Ng, Tuen Wai; Yam, S. C. P. 1 2014 Markowitz’s mean-variance asset-liability management with regime switching: a time-consistent approach. Zbl 1284.91533Wei, Jiaqin; Wong, K. C.; Yam, S. C. P.; Yung, S. P. 35 2013 Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers. Zbl 1290.91079Chen, Ping; Yam, S. C. P. 21 2013 Linear-quadratic time-inconsistent mean field games. Zbl 1314.91040Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P. 11 2013 A unified “bang-bang” principle with respect to \({\mathcal R}\)-invariant performance benchmarks. Zbl 1273.91432Yam, S. C. P.; Yung, S. P.; Zhou, W. 1 2013 A mean-variance portfolio selection problem subject to a benchmark constraint: an existence result. Zbl 1263.91049Yam, S. C. P.; Yung, S. P.; Zhou, J. H. 1 2013 Average value-at-risk minimizing reinsurance under Wang’s premium principle with constraints. Zbl 1277.91076Cheung, K. C.; Liu, F.; Yam, S. C. P. 6 2012 Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise. Zbl 1310.74011Bensoussan, Alain; Mertz, Laurent; Yam, S. C. P. 3 2012 Optimal selling time in stock market over a finite time horizon. Zbl 1254.91730Yam, S. C. P.; Yung, Siu Pang; Zhou, Wei 1 2012 Behavioral optimal insurance. Zbl 1229.91167Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.; Zhou, J. H. 18 2011 Robust control for uncertain nonlinear systems with state-dependent control direction. Zbl 1207.93031Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen 3 2011 Universal repetitive learning control for nonparametric uncertainty and unknown state-dependent control direction matrix. Zbl 1368.93232Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen 10 2010 Two rationales behind the ‘buy-and-hold or sell-at-once’ strategy. Zbl 1186.60039Yam, S. C. P.; Yung, S. P.; Zhou, W. 3 2009 all cited Publications top 5 cited Publications all top 5 Cited by 618 Authors 37 Yam, Sheung Chi Phillip 18 Bensoussan, Alain 14 Cheung, Ka Chun 12 Jin, Zhuo 11 Shen, Yang 10 Huang, Jianhui 9 Zeng, Yan 8 Carmona, René A. 8 Yang, Hailiang 7 Cai, Jun 7 Pham, Huyên 7 Qian, Linyi 7 Wei, Jiaqin 7 Weng, Chengguo 7 Wong, Hoi Ying 6 Averboukh, Yuriĭ Vladimirovich 6 Boonen, Tim J. 6 Chong, Wing Fung 6 Delarue, François 6 Forsyth, Peter A. 6 Lacker, Daniel 6 Wu, Zhen 6 Xiao, Helu 6 Yung, Siu Pang 6 Zhang, Zhimin 6 Zhou, Zhongbao 6 Zhuang, Sheng Chao 5 Asimit, Alexandru V. 5 Bai, Yanfei 5 Chi, Yichun 5 Dang, Duy Minh 5 Ghossoub, Mario 5 Han, Peisong 5 Hu, Duni 5 Huang, Minyi 5 Li, Xun 5 Liu, Fangda 5 Moon, Jun-Hee 5 Tan, Ken Seng 5 Wang, Hailong 5 Wang, Tianxiao 4 Assa, Hirbod 4 Caines, Peter Edwin 4 Cecchin, Alekos 4 Chau, Man Ho Michael 4 Chen, Lv 4 Chen, Ping 4 Chiu, Mei Choi 4 Laurière, Mathieu 4 Li, Juan 4 Li, Shuanming 4 Mertz, Laurent 4 Siu, Chi Chung 4 Sung, K. C. J. 4 Tembine, Hamidou 4 Van Staden, Pieter M. 4 Wang, Ning 4 Wong, Kwok Chuen 4 Yu, Wenguang 4 Yu, Zhiyong 4 Zhang, Nan 4 Zhang, Yiying 3 Ai, Chunrong 3 Bayraktar, Erhan 3 Cardaliaguet, Pierre 3 Chen, Zhiping 3 Cosso, Andrea 3 Dong, Yinghui 3 Džurina, Jozef 3 Feng, Xinwei 3 Firoozi, Dena 3 Fu, Guanxing 3 Gao, Rui 3 Horst, Ulrich 3 Hu, Junlei 3 Jin, Xu 3 Lemieux, Christiane 3 Li, Danping 3 Li, Zhongfei 3 Liang, Zhibin 3 Lindensjö, Kristoffer 3 Lo, Ambrose 3 Pun, Chi Seng 3 Shi, Jingtao 3 Stadje, Mitja 3 Sun, Jingrui 3 Sun, Li-Hsien 3 Vigna, Elena 3 Wang, Bingchang 3 Wang, Guangchen 3 Wang, Wei 3 Wang, Wenyuan 3 Wei, Xiaoli 3 Xie, Jiayi 3 Xu, Jianxin 3 Yin, Chuancun 3 Yong, Jiongmin 3 Yuen, Fei Lung 3 Yuen, Kam Chuen 3 Zhang, Jiannan ...and 518 more Authors all top 5 Cited in 118 Serials 82 Insurance Mathematics & Economics 28 SIAM Journal on Control and Optimization 19 Applied Mathematics and Optimization 19 Scandinavian Actuarial Journal 18 Journal of Computational and Applied Mathematics 16 Automatica 10 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 10 ASTIN Bulletin 9 Journal of Optimization Theory and Applications 9 Dynamic Games and Applications 8 Journal of Industrial and Management Optimization 7 European Journal of Operational Research 7 Stochastic Processes and their Applications 7 Mathematical Problems in Engineering 7 SIAM Journal on Financial Mathematics 6 The Annals of Applied Probability 5 International Journal of Control 5 Journal of Mathematical Analysis and Applications 5 Journal of Applied Probability 5 Mathematics of Operations Research 5 Communications in Statistics. Theory and Methods 4 Applied Mathematics and Computation 4 Journal of Differential Equations 4 Systems & Control Letters 4 Journal de Mathématiques Pures et Appliquées. Neuvième Série 4 Discrete Dynamics in Nature and Society 4 Quantitative Finance 3 Journal of the Franklin Institute 3 The Annals of Probability 3 Stochastic Analysis and Applications 3 Optimization 3 SIAM Journal on Mathematical Analysis 3 Electronic Journal of Probability 3 Finance and Stochastics 3 Mathematical Finance 3 Mathematical Methods of Operations Research 3 International Journal of Theoretical and Applied Finance 3 Journal of Systems Science and Complexity 3 Advances in Difference Equations 3 Mathematical Control and Related Fields 3 Journal of Function Spaces 2 Scandinavian Journal of Statistics 2 Chaos, Solitons and Fractals 2 The Annals of Statistics 2 Journal of Econometrics 2 Journal of Multivariate Analysis 2 Journal of Statistical Planning and Inference 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Operations Research Letters 2 Acta Mathematicae Applicatae Sinica. English Series 2 Probability Theory and Related Fields 2 Communications in Partial Differential Equations 2 Computational Statistics and Data Analysis 2 International Journal of Robust and Nonlinear Control 2 Applied Mathematics. Series B (English Edition) 2 Abstract and Applied Analysis 2 Journal of Inequalities and Applications 2 Decisions in Economics and Finance 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Mathematics and Financial Economics 2 Electronic Journal of Statistics 2 Science China. Mathematics 2 Games 2 European Actuarial Journal 2 Minimax Theory and its Applications 1 Computers & Mathematics with Applications 1 Journal d’Analyse Mathématique 1 Journal of Fluid Mechanics 1 Mathematics of Computation 1 Journal of Mathematical Economics 1 Metron 1 Numerische Mathematik 1 Osaka Journal of Mathematics 1 Proceedings of the American Mathematical Society 1 Transactions of the American Mathematical Society 1 Optimal Control Applications & Methods 1 Bulletin of the Korean Mathematical Society 1 Statistics & Probability Letters 1 Statistical Science 1 Journal of Economic Dynamics & Control 1 Queueing Systems 1 Annals of Operations Research 1 Japan Journal of Industrial and Applied Mathematics 1 International Journal of Adaptive Control and Signal Processing 1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 1 Numerical Algorithms 1 SIAM Journal on Scientific Computing 1 The Journal of Analysis 1 Random Operators and Stochastic Equations 1 NoDEA. Nonlinear Differential Equations and Applications 1 Statistica Sinica 1 Lifetime Data Analysis 1 Bernoulli 1 Journal of Nonparametric Statistics 1 European Journal of Control 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Data Mining and Knowledge Discovery 1 Communications in Nonlinear Science and Numerical Simulation 1 International Game Theory Review 1 The ANZIAM Journal ...and 18 more Serials all top 5 Cited in 28 Fields 354 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 150 Probability theory and stochastic processes (60-XX) 140 Systems theory; control (93-XX) 111 Calculus of variations and optimal control; optimization (49-XX) 63 Statistics (62-XX) 38 Partial differential equations (35-XX) 35 Operations research, mathematical programming (90-XX) 10 Ordinary differential equations (34-XX) 9 Numerical analysis (65-XX) 9 Computer science (68-XX) 4 Integral equations (45-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Biology and other natural sciences (92-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Operator theory (47-XX) 2 Mechanics of deformable solids (74-XX) 1 Mathematical logic and foundations (03-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Difference and functional equations (39-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year